Title Author Year
The Dispersion Bias Lisa Goldberg; Alex Shkolnik; Alex Papanicolaou 2020
Deep Learning for Mortgage Risk Justin Sirignano; Apaar Sadhwani; Kay Giesecke 2018
Submodular Risk Allocation Samim Ghamami; Paul Glasserman 2017
The Implied Futures Financing Rate Nick Gunther; Robert Anderson; Lisa Goldberg 2017
The Impact of Estimation Error on Latent Factor Model Forecasts of Portfolio Risk Stephen Bianchi; Lisa Goldberg; Allan Rosenberg 2017
Controlling shareholders' value, long-run firm value and short-term performance Hyung Cheol Kang; Robert Anderson; Kyong Shik Eom; Sang Koo Kang 2017
Optimizing Value Ran Leshem; Lisa Goldberg; Alan Cummings 2016
Drawdown: From Practice to Theory and Back Again Lisa Goldberg; Ola Mahmoud 2016
Identifying Broad and Narrow Financial Risk Factors with Convex Optimization Alex Shkolnik; Lisa Goldberg; Jeffrey Bohn 2016
The Temporal Dimension of Risk Ola Mahmoud 2016
Derivatives Pricing Under Bilateral Counterparty Risk Samim Ghamami 2015
Efficient Monte Carlo CVA Estimation Samim Ghamami; Bo Zhang 2014
Determinants of Levered Portfolio Performance Lisa Goldberg; Robert Anderson 2014
Efficient Monte Carlo Counterparty Credit Risk Pricing and Measurement Samim Ghamami 2014
Stochastic Intensity Models of Wrong Way Risk: Wrong Way CVA Need Not Exceed Independent CVA Lisa Goldberg 2014
Restoring Value to Minimum Variance Lisa Goldberg 2013
The Dynamics of Rising Interest Rates Robert Anderson; Stephen Bianchi; Lisa Goldberg 2013
Will My Risk Parity Strategy Outperform? Robert Anderson; Stephen Bianchi; Lisa Goldberg 2012